-83.7%
FIG vs BAM
-10.8%
-73.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.2% |
| 7D | -13.1% | +9.7% | -22.8% | -19.6% |
| 30D | -13.0% | +19.0% | -32.0% | -25.0% |
| 3M | -21.5% | +0.6% | -22.1% | -21.8% |
| 6M | -2.5% | +11.1% | -13.6% | -12.3% |
| YTD | -49.7% | +4.2% | -53.8% | -51.9% |
| 1Y | -59.1% | +3.3% | -62.4% | -60.6% |
| All | -83.7% | -10.8% | -73.0% | -81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling